+84.5%
XBI vs SE
+553.8%
-469.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -4.6% | -5.2% | +0.6% | -3.6% |
| 30D | -2.0% | -17.1% | +15.1% | +1.9% |
| 3M | +17.8% | +24.0% | -6.2% | +11.6% |
| 6M | +23.7% | +21.0% | +2.7% | +17.3% |
| YTD | +28.2% | -16.7% | +45.0% | +30.6% |
| 1Y | +64.0% | -45.9% | +109.9% | +82.5% |
| 3Y | +99.4% | +177.8% | -78.4% | +44.6% |
| 5Y | +19.3% | -67.4% | +86.7% | +27.7% |
| All | +84.5% | +553.8% | -469.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling